+166.5%
ZTS vs ET
+366.9%
-200.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | +1.2% | +6.9% | -5.6% | +0.4% |
| 3M | -6.0% | +13.1% | -19.1% | -7.5% |
| 6M | -38.7% | +18.7% | -57.4% | -40.1% |
| YTD | -40.6% | +37.4% | -78.1% | -43.0% |
| 1Y | -50.6% | +34.8% | -85.4% | -52.5% |
| 3Y | -58.7% | +96.8% | -155.5% | -62.3% |
| 5Y | -62.8% | +238.2% | -301.1% | -68.2% |
| 10Y | +56.2% | +159.4% | -103.2% | +31.5% |
| All | +166.5% | +366.9% | -200.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling